+11,530.6%
LIN vs AA
+183.2%
+11,347.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.5% |
| 7D | +2.0% | +1.2% | +0.8% | +1.5% |
| 30D | +7.9% | -5.0% | +12.9% | +9.0% |
| 3M | +6.3% | -22.2% | +28.5% | +12.8% |
| 6M | +6.5% | -36.3% | +42.8% | +17.5% |
| YTD | +23.6% | -24.2% | +47.8% | +27.6% |
| 1Y | +25.7% | +3.9% | +21.8% | +18.3% |
| 3Y | +35.6% | +67.6% | -32.0% | +2.3% |
| 5Y | +65.9% | -8.8% | +74.7% | +35.0% |
| 10Y | +412.1% | +45.0% | +367.1% | +183.3% |
| All | +11,530.6% | +183.2% | +11,347.4% | +4,506.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling